[论文解读] A Game Theoretic Model of Demand Response Aggregator Competition for Selling Stored Energy in Regulated and Unregulated Power Markets

Mahdi Motalleb, Reza Ghorbani|arXiv (Cornell University)|Dec 1, 2016

Smart Grid Energy Management参考文献 1被引用 7

一句话总结

本文提出一种博弈论模型，用于分析需求响应（DR）聚合商在受监管和非受监管电力市场中出售储存电能的竞争。通过分析四种博弈变体——非合作与斯塔克尔贝格博弈（有/无DR调度）的纳什均衡，结果表明，DR调度显著提高了聚合商的收益，而监管则降低了收益，但未改变最优出价策略。

ABSTRACT

This work is concerned with the application of game theoretic principles to model competition between demand response aggregators for selling excess energy stored in electrochemical storage devices directly to other aggregators in a power market. This market framework is presented as an alternative to the traditional vertically integrated market structure, which may be better suited for developing demand response and smart grid technologies, in addition to increasing penetration of independent renewable energy generation devices. Demand for power generated by the utility through combustion of fuel could be replaced, lowering emission of pollutants, when the energy used to charge the batteries is produced sustainably and traded on smaller scales. The four variants of game are considered: both non-cooperative (unregulated competition) and Stackelberg (regulations on transaction price and size), each with and without DR scheduling. The Nash equilibrium is derived for each game variant in order to serve as a bid-price decision making criteria which determines the optimal bidding strategy for an aggregator to sell in the market. The model is applied to a case study involving completion for selling between two aggregators. Bidding strategy is dependent on parameters inherent to an aggregator's energy storage hardware, and the strategy selected by each aggregator does not vary with the variations in the game conditions considered. Demand response scheduling offers greater payoff for aggregators who implement it, compared with those who do not. Addition of transaction price and volume regulations to the market do not affect the participants optimal bidding strategies (the Nash equilibrium), but lowers payoffs for all aggregators participating in the market relative to unregulated competition.

研究动机与目标

• 使用博弈论建模DR聚合商在电力市场中出售储存电能的竞争。
• 分析市场监管（价格与数量控制）对聚合商出价策略和收益的影响。
• 评估需求响应调度对聚合商盈利能力与战略行为的影响。
• 在不同市场结构下推导纳什均衡策略，以支持最优出价定价决策。
• 比较受监管与非受监管市场框架下在效率与战略激励方面的结果差异。

提出的方法

• 构建四种博弈论变体：非合作博弈与斯塔克尔贝格博弈，每类均包含有/无DR调度的情形。
• 应用纳什均衡分析，确定在各种市场条件下聚合商的最优出价策略。
• 将储能硬件约束建模为影响个体聚合商出价行为的关键参数。
• 通过两个竞争聚合商的案例研究，模拟并比较各类博弈类型下的结果。
• 将交易价格与数量监管作为斯塔克尔贝格约束，以模拟监管市场干预。
• 基于均衡结果推导出价-价格决策规则，以指导聚合商的战略决策。

实验结果

研究问题

• RQ1 在受监管与非受监管市场结构下，DR聚合商的纳什均衡出价策略有何不同？
• RQ2 在竞争性电力市场中，需求响应调度对聚合商收益与战略行为有何影响？
• RQ3 价格与数量监管如何影响DR聚合商的最优出价策略？
• RQ4 监管约束在不改变最优出价组合的情况下，对均衡结果的改变程度如何？
• RQ5 DR调度的引入在竞争性电力交易中如何影响聚合商的相对表现？

主要发现

• 与未实施DR调度的聚合商相比，实施DR调度的聚合商收益显著提高。
• 对交易价格与数量的监管并未改变聚合商的最优出价策略（纳什均衡）。
• 尽管最优出价保持不变，所有聚合商在受监管市场条件下相比非受监管竞争，收益均更低。
• 所有四种博弈变体的纳什均衡均稳定且可解析推导，为出价定价提供了决策框架。
• 出价策略主要由聚合商自身的储能硬件参数决定，而非市场结构的变化。
• 该模型表明，当储存电能来自可持续来源时，通过DR聚合商实现的小规模、去中心化电力交易可减少对化石燃料发电的依赖，并降低排放。